Sentences with phrase «international equity models»

In implementing AADR's strategy, Dorsey Wright measures relative strength across both macroeconomic sector and international equity models and then takes an unconstrained approach to selecting securities for its international portfolio.

Not exact matches

My model portfolios recommend US and international equity index funds that do not hedge their currency exposure.

First, the five model portfolios seem well designed on the equity side, with a good mix of Canadian, US, international and emerging markets, as well as REITs — very similar to what you'd see in my Complete Couch Potato.

Preceding this, he was affiliated with PanAgora Asset Management in the Research and Development group creating quantitative investment models for international equities.

This paper tested the applicability of the Fama - French Three - Factor Model to international equity returns.

While my model portfolios assign one - third each to Canadian, US, and international equities, the Vanguard ETFs allocate things a bit differently.

With international equity, attaining the data required to test our model is not possible.

This model portfolio includes international equities for a little more diversification outside of the United States.

*** Portfolio model returns reflect an equity allocation of 42 % U.S. and 18 % international equity through December 2014; 36 % U.S. and 24 % international equity thereafter; and a fixed income allocation of 30 % U.S. fixed income through May 2013, 28 % U.S. fixed income, and 12 % international fixed income thereafter.